Abstract
This paper focuses on rank-based (R) estimation of parameters in a linear model with cluster correlated errors. The clusters are assumed to be independent, however, within a cluster the responses are allowed to be dependent. The method is applicable to general within cluster error structure. Application of a model which assumes the within cluster errors which follow an AR(1) process is developed. Discussion of an estimate of the AR(1) parameter is included. The algorithm first estimates the correlation structure by obtaining a robust rank-based estimate of the AR(1) parameter. The responses are then transformed to working independence and the model parameters are fit using ordinary rank regression. Estimates of standard errors—which utilize a sandwich estimate—are provided. An example and simulation results are discussed.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
